Hoodlums is the Bomb! I've been going there for my music ever since my first semester at ASU in 2003. I never buy new music anywhere else. I'm sad that they won't be in the MU anymore but I'm confident the owners will select a spot that is optimal and keep the students at ASU in mind while doing so. I wrote my FULL review on this business on my blog.
http://www.asublog.net/2008/06/27/hoodlums-looks-to-stay-in-da-hood/